The invention discloses a self-assembled graphene composite material, and a preparation method and an application thereof. The preparation method of the composite material comprises the following steps: 1, mixing a graphene oxide dispersion with a poly(sodium 4-styrenesulfonate) solution, heating the obtained solution mixture, adding hydrazine hydrate, carrying out a reaction, filtering the obtained reaction product, dispersing the filtered product in water to obtain a PSS-RGO dispersion, mixing the graphene oxide dispersion with a polyethyleneimine solution, heating and reacting, filtering, dispersing the obtained filtered product in water to obtain a PEI-RGO dispersion, taking a PET matrix, carrying out corona activation and secondary activation on the PET matrix to obtain an activated matrix; and 2, self-assembling: sequentially immersing the activated matrix in the PSS-RGO dispersion, a washing liquid, the PEI-RGO dispersion and the washing liquid, and taking out the obtained material to obtain the composite material. The composite material realizes structured distribution of graphene on the PET matrix, so the barrier performance of the composite material is improved; and a graphene barrier coating has no influences on the optical or mechanical performances of the matrix material, and has good application prospect in the fields of packaging, medicines and electronic display.